P

pacf

computes the (sample) partial autocorrelation function for the time series x. The output vector starts with the partial autocorrelation coefficient phi_1 at lag 1. The next entries are phi_2 ... phi_k.

pacfplot

plots the (sample) partial autocorrelation function of the time series x. The plot starts with the partial autocorrelation phi_1 at lag length 1.

paf

paf selects rows of an object depending on a given vector. All elements of the first argument are taken if the corresponding vector element is unequal to 0. Otherwise they are dropped.

pancoint

computes FM-OLS estimates for cointegration equations with homogenous cointegration parameters and heterogeneous short-run dynamics and deterministics

pandyn

estimates dynamic panel data models with GMM

pandyn2

second step of the 2-stage dynamic GMM

panelmain

loads the libraries needed by the quantlets in panel library.

paneltest

tests the integrity of the panel library. Is invoked by vertest().

panfix

estimation of a static Fixed-Effects-Model

panhaus

Hausman test for correlation between the regressors and the individual effects

panlag

computes the lag of the variable

panopt

used to specify optional parameters of the quantlets panfix and panrand. Each option consists of a string s and a number n (in this order).

panrand

estimation of a static Random-Effects-Model

pansort

sorts data set according to individuals

panstats

computes summary statistics of the variables

pantime

subtracts the mean of period t from the model variables to account for fixed time effects.

panunit

computes the unit root statistics for panel data

parzen

Calculates the parzen window. Parzen windows classification is a technique for nonparametric density estimation, which can also be used for classification. In the Parzen window (Parzen, 1961), for each frequency, the weights for the weighted moving average of the periodogram values are computed as:

pca

PCA performs a Principal Component Analysis for x. It is possible to choose interactively between different criteria for the PCA's and confidence intervals.

pcad

pcad estimates the additive components, the significant directions and the regression on principal components

pdfb

pdfb returns the value of the density of the beta distribution function for elements of an array.

pdfb2

Pdfb2 returns the values of the density function of the beta-distribution with parameters a and b for the elements of an array.

pdfbin

computes the probability function of a binomial distribution B(n,p) at a grid x

pdfbin2

returns the values of the density function of a binomial distribution with parameters n and p for the elements of an array x.

pdfBurr

returns the values of the probability density function of the Burr distribution with parameters alpha, lambda, tau for the elements of an array.

pdfc

pdfc returns the value of the density of the chi-square-distribution with d degrees of freedom for elements of an array.

pdfcauch

computes probability density function of the Cauchy distribution

pdfcdfraninit

support quantlet for pdf, cdf, and random number generators

pdfchi2

Pdfchi2 returns the values of the density function of the chi-square distribution with d degrees of freedom for the elements of an array.

pdferlang

returns the values of the Erlang density function with parameters a and b for the elements of an array.

pdfexp

returns the values of the probability density function of the exponential distribution with parameter beta for the elements of an array.

pdff

pdff returns the value of the density of the F-distribution with d and e degrees of freedom for elements of an array.

pdff2

Pdff2 returns the values of the density function of the F-distribution with d1 and d2 degrees of freedom for the elements of an array.

pdfgamma

returns the values of the Gamma density function with parameters a and b for the elements of an array.

pdfgammaif

returns the values of the probability density function of the gamma distribution with parameters alpha and (1/beta) for the elements of an array.

pdfgeom

computes the probability function of a geometric distribution Ge(p) at a grid x

pdfghd

calculates the density of generalized hyperbolic distribution

pdfHeston

computes the probability density function in Heston stochastic volatility model.

pdfHestonInt

auxiliary quantlet used by pdfHeston.

pdfhyp

generates density of univariate hyperbolic (HYP) distribution

pdflevy

computes probability density function of the Levy distribution

pdfln

returns the values of probability density function of the lognormal distribution with parameters mu and sigma for the elements of an array.

pdfmixexp

returns the values of the probability density function of the mixture of exponentials distributions with parameters alpha, beta1 and beta2 for the elements of an array.

pdfn

pdfn returns the value of the density of the standard normal distribution for elements of an array.

pdfn2

Pdfn2 returns the values of the density function of the standard normal distribution for the elements of an array.

pdfnig

generates the pdf of Normal Inverse Gaussian (NIG) distribution

pdfPareto

returns the values of the probability density function of the Pareto distribution with parameters alpha and lambda for the elements of an array.

pdfpois

computes the probability density function of a Poisson distribution Po(lambda) at a grid x

pdfstab

computes probability density function of stable distribution

pdft

pdft returns the value of the density of the t-distribution with d degrees of freedom for elements of an array.

pdft2

Pdft2 returns the values of the density function of the t-distribution with d degrees of freedom for the elements of an array.

pdfWeibull

returns the values of the probability density function of the Weibull distribution with parameters beta and tau for the elements of an array.

pdfx

pdfx returns the value of the extreme value and generalized pareto densities for elements of a vector.

permutation

generates randomly p permutations of {1,...,n}

pgram

computes and plots the raw (log) periodogram of a time series

phigen

auxiliary quantlet for full VAR model analysis

pickandsgp

Pickands estimator for the Generalized Pareto model.

pickandsgpdiag

Vector of Pickands estimator for GP model.

plmhetexog

plmhetexog estimates the parameter part in partially linear heteroscedastic models, in which the variance is an unknown function of exogenous variables

plmhetmean

plmhetmean estimates the parameter part in partially linear heteroscedastic models, in which the variance is an unknown function of the mean. We use the replication technique to estimate the variance functions.

plmhett

plmhett estimates the parameter part in partially linear heteroscedastic models, in which the variance is an unknown function of nonparametric variables

plmk

plmk estimates the parameter part in partially linear models by using kernel to approximate the nonparametric part

plmlorg

plmlorg estimates the parameter part in partially linear models by local polynomail to approximate the nonparametric part

plmls

plmls estimates partially linear models by using least squares spline to approximate the nonparametric part.

plmp

plmp estimates the parametric part in partially linear models by using piecewise polynomial to approximate the nonparametric part

plmtest

plmtest verifies the PLM quantlets.

plogspline

probabilities from a logspline density - auxiliary quantlet for logspline density estimation

plot

convenient function for plotting results. Creates a global variable (plotdisplay) that contains a plot with at most five dataparts.

plot2

Plots the first two columns from a multivariate dataset.

plot3d

easy way to create nice plots of 3D data

plotandrews

Plots andrews curves from a multivariate dataset andrews.

plotbar

plots each variable in a separate barchart

plotbox

High level routine for boxplots.

plotboxcl

high level routine for boxplots of classified data.

plotboxgrouped

Generates a boxplots for grouped data with mean line (dotted) and median line (solid).

plotcandlesticks

Creates a display with candlesticksplot

plotcoxcomb

shows a coxcomb plot, a special pie chart, where the frequency of an observed attribute is proportional to the area of the corresponding segment and the angles of the segments are all equal. Consequently, the frequency of the attribute is proportional to the square of the radius of the segment.

plotDOcorr

plotting quantlet for the quantlet DOcorr

plotdot

High level routine for dotplots.

plotdotcl

high level routine for dotplots of classified data.

plotdotcl2

high level routine for dotplots of classified data.

plotface

plots and prints Flury faces interactively

plotfd

plots the functional object fd

plotfdacorr

plots the corr surface of fdobject

plotfdacov

plots the cov surface of fdobject

plotfdavar

plots object from the variance function of a functional object fd

plotgt

Interactive grand tour and projection pursuit methods of a multivariate dataset.

plothare

plots a hare density, distribution function, hazard function or survival function for a model estimated by harefit.

plothist

Plots a histogram of x

plothistcl

Plots histograms of classified data.

plothistwtd

Plots a weighted histogram of x

plotir

Plots impulse response functions (ir) of a K-dimensional VAR(p) optionally with up to four different confidence intervals or confidence limits. Different methods for computing confidence intervals for impulse responses are thus graphically comparable. Optionally, the appearance of the graphical out

plotITT

plots desired components of an implied trinomial tree

plotlogspline

produces a plot of a logspline fit at n equally spaced points covering the support of the density.

plotlorenz

plots a Lorenz curve

plotmain

Generates constants and loads all libraries necessary for the high level graphics of plot.

plotmosaic

Graphical Contingency Table

plotnan

Plots a data set in a scatterplot and includes the missing values in the data.

plotpcp

Plots a parallel coordinates plot from a multivariate dataset.

plotscml

Plots a scatterplotmatrix with common axes where all plots are linked.

plotspleplot

plotspleplot runs spread and level plot

plotsplom

Plots a scatterplot matrix from a multivariate dataset x.

plotstar

Plots a star diagram.

plottest

Tests the quantlets of the plot library.

pmreg

Estimation of the regression function in a nonparametric regression model using the taut string method.

polyevalgd

computes polynomial basis and its derivatives.

portmant

calculates the multivariate portmanteau statistic

powell

powell calculates the semiparametric estimator proposed by Powell (1987) of the slope coefficients of the outcome equation in a sample selection model.

power

calculates x to the power of exponent

ppftind

computes the Friedman Tukey index (integral about the squared density of the projected data) via kernel density estimation

ppmain

Generates constants and loads all libraries necessary for pp.

ppsj1ind

computes the Sibson Jones index which considers the deviations from the normal density for univariate data.

ppsj2ind

computes the Sibson Jones index which considers the deviations from the normal density for bivariate data

pptest

Tests the quantlets of the pp library.

print

Prints a display or its data part

printingList

auxiliary quantlet for grcarttree Generates vectors of characters to be displayed. For the non-terminal nodes prints the splitting variable and the splitting point. The information is printed in the following form: "X1<=5.2", that is, variables are denoted with X1,...,Xp. For the terminal nodes the

probbs

sets optional parameters for linregbs interactively

probfs2

sets optional parameters for linregfs interactively

probsw

sets optional parameters for linregstep interactively

proc

defines a procedure with the input parameters and output parameters

prod

prod computes the product of the elements of an array regarding a given dimension.

prodex

an extended form of the prod function - NaN and all values contained in excl are excluded from computation

prognos2

Forecasts of undifferenced series for VAR Models

prognose

forecasting in VAR models

pswap

exchanges the category labels of a vector into other ones. Here the old category labels as well as the targed category labels have to be specified. Don't specify categories which should remain unchanged

putglobal

putglobal generates a global variable